Market & Liquidity Risk Specialist

Job summary

As a Market & Liquidity Risk Specialist, you will be part of the Capital & Regulatory Reporting team, focusing on Treasury controls and regulatory risk metrics. Your role will involve shaping frameworks and ensuring compliance with financial regulations while safeguarding the bank's financial integrity.

Qualifications

• Experience in a Middle Office, Treasury, or risk management function.
• Strong understanding of market and liquidity risk regulations, specifically LCR, NSFR, and IRRBB.
• Proficient in data analysis, with skills in Excel and scripting (Python, VBA, or Google Script).
• Fluent in English.
• Ability to work independently in a high-trust environment.

Responsibilities

Benefits

• Manage the daily Treasury control framework, ensuring data integrity and compliance.
• Lead the interpretation and calculation of key risk metrics, documenting methodologies and assumptions.
• Automate Treasury controls to enhance workflow efficiency.
• Oversee the ILAAP process, ensuring alignment with regulatory requirements.
• Collaborate with Treasury, Finance, and data teams to maintain consistent reporting.
• Support financial regulatory reporting as needed.
• On-site work with a collaborative team environment.
• Access to state-of-the-art equipment.
• Comprehensive benefits including pension, health insurance, and enhanced parental leave.